+93.4%
META vs QBTS
+901.1%
-807.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.8% | +8.9% | -3.3% |
| 7D | -3.1% | -21.7% | +18.6% | -1.9% |
| 30D | -18.1% | -42.7% | +24.6% | -15.8% |
| 3M | +2.9% | -57.7% | +60.5% | +7.2% |
| 6M | +0.2% | -58.0% | +58.2% | +3.6% |
| YTD | -8.1% | -65.4% | +57.3% | -4.9% |
| 1Y | -4.5% | -70.8% | +66.3% | -0.8% |
| All | +93.4% | +901.1% | -807.7% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling